Databento Adds Raw Market Data in PCAP Format to Its Offering
SALT LAKE CITY, Oct. 2, 2023 — Databento is excited to announce that raw PCAP files for its historical market data, with same-day data delivery, are now available. The company’s PCAP service provides raw market data in its native wire protocol with PTP-synchronized hardware timestamps. Over 30 trading venues are covered, with a wide selection of direct and consolidated feeds that are captured at the company’s Equinix NY4 and Aurora I colocation facilities.
“We’re thrilled to introduce our PCAPs service to our users,” said Christina Qi, CEO at Databento. “This is our most granular solution, with nanosecond-resolution timestamps, and is ideal for high-frequency trading, backtesting, systematic strategies, microstructure research, and much more.”
Databento PCAPs Features
- 30+ trading venues covered.
- Proprietary exchange feeds and OPRA.
- Lossless capture up to 100 Gbps line rate.
- 6+ PB of compressed PCAPs within immediate cloud access.
- Up to 6 years of history captured directly by Databento or backfilled directly from the trading venues.
- PTP-synchronized timestamps and raw data in its native wire protocol.
- Same-day data delivery with instant pricing and self-service setup—no lengthy sales process required.
- Nanosecond-resolution hardware timestamps, synchronized to GPS clock with sub-microsecond accuracy using PTP.
- Flexible customization with the option to merge and deduplicate to reduce storage, bandwidth, and transfer costs by up to 50%.
- Multiple delivery methods: AWS, Google Cloud Platform, rsync to your bare metal server, T+1 uploads, and more.
Databento‘s data-as-a-service (DaaS) platform makes it simpler and faster to access financial market data. Founded by traders and engineers from world-class quantitative hedge funds, Databento’s self-service model allows users to instantly pick up live exchange feeds and terabytes of historical data. Users have the flexibility to only pay for what they use, or opt for flat-rate pricing. Databento’s servers are hosted in the colocation facilities of various trading venues for low-latency and high-fidelity data capture, directly from the source.